-11.9%
NOW vs SN
+673.1%
-685.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.1% |
| 7D | -5.6% | +3.5% | -9.1% | -6.1% |
| 30D | -26.8% | +19.4% | -46.2% | -29.1% |
| 3M | -19.4% | +20.9% | -40.3% | -22.2% |
| 6M | +12.3% | +111.1% | -98.8% | -1.3% |
| YTD | -32.9% | +102.8% | -135.7% | -41.1% |
| 1Y | -40.3% | +146.2% | -186.5% | -49.5% |
| 3Y | -19.1% | +441.4% | -460.5% | -35.8% |
| All | -11.9% | +673.1% | -685.0% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling